Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51606.93 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48407.87 Kr¶

PnL: ---------------------------------------> -679.7 Kr¶

DD now: ---------------------------------> -0.65 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 13:42:28.698124'

Anic Portfolio¶

Today¶

Return: -0.562 %¶

This Week¶

Return: 8.584 %¶

Total¶

Return: 68.948 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -2.100000 765.600000 92.600000 13.760000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.300000 3524.660000 70.660000 2.050000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.190000 3420.800000 43.800000 1.300000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 2.440000 605.400000 41.400000 7.340000 564.000000
Resurs Holding 22 0.510000 612.040000 38.040000 6.630000 573.999998
AcadeMedia 12 0.040000 594.720000 37.720000 6.770000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.370000 384.500000 29.500000 8.310000 355.000000
Intrum 4 0.820000 543.800000 16.800000 3.190000 527.000000
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.780000 248.640000 2.640000 1.070000 246.000000
Corem Property Group B 59 -0.560000 578.200000 1.200000 0.210000 576.999999
Securitas B 6 -1.430000 570.840000 0.840000 0.150000 570.000000
Handelsbanken A 5 0.550000 546.250000 0.250000 0.050000 546.000000
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.280000 575.820000 -7.180000 -1.230000 582.999984
Boozt 12 -0.440000 1638.000000 -16.000000 -0.970000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -1.160000 543.600000 -30.400000 -5.300000 574.000000
CTEK 13 -1.360000 499.590000 -34.410000 -6.440000 533.999999
International Petroleum Corp. 5 -3.330000 551.500000 -43.070000 -7.240000 594.565215
Essity A 4 -1.440000 1092.000000 -57.000000 -4.960000 1149.000000
Vivesto 1368 -2.070000 555.960000 -57.040000 -9.310000 612.999432
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.430000 1774.300000 -214.700000 -10.790000 1989.000002
Axfood 15 -0.220000 4036.500000 -263.500000 -6.130000 4300.000005
Ovzon 64 -2.780000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48407.870000 -679.700000 -0.64964% 49087.564636

Updated:¶

'2023-01-31 13:42:42.928527'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶